Is there somewhere I can buy/make bolts for them even if you side with the vamps?

I'm not 100% sure but i think most Merchants and Blacksmiths sell the Bolts for them. Other than that, if you side with the Vampires, the Dawnguard will attack you regularly at spawn point, they usually have a crossbow and Bolts on them. I dont think you can make the bolts unless you side with the DG though. You cant get the Enhanced Crossbow, Dwarven Crossbow or its Enhanced counter-part.

Author: Bob104

Date: Oct 10, 12 at 2:35pm (PST)

Subject: re: Crossbows-------------------------------------------
I think that may be the best you can do if siding with the vampires. Getting the regular crossbow & bolts as drops from DG/Vigilants and dwarven bolts from automatons. Checking the shops also. And then tempering the crossbow.

Author: battousai

Date: Oct 10, 12 at 2:41pm (PST)

Subject: re: Crossbows-------------------------------------------
Yup, the sad thing is, you'll never be able to get the best crossbow, the Improved Dwarven Crossbow, if you side with the vampies

Author: blackomega34

Date: Oct 13, 12 at 10:20pm (PST)

Subject: re: Crossbows-------------------------------------------
I think this is fair, seeing as the crossbow is a DG specialty (why?) The regular crossbow, steel and dwarven bolts are as good as you can get it.

Author: battousai

Date: Oct 13, 12 at 11:07pm (PST)

Subject: re: Crossbows-------------------------------------------
Yup, no ice, fire nor lightning exploding bolts if you side with the vampies